I believe that in the past others have explained that you have to disable UpNP on your router (you should be able to find it in your help settings on the router config page) to allow the two devices to talk.
Try these links with more info: Axiom Forum Discussion on UpNP AVS Denon 3808 Firmware page
(mentions disabling UpNP for proper functionality)
Just as information, I have found TwonkyVision
to be a far superior media streamer than WMP. (I'm not saying it will solve the connectivity problem, but functionality-wise, it has more going for it than WMP and seems to work with less glitches than WMP). If the UpNP settings don't help, you might try double-checking with another program like Twonky to see if it works. Twonky has a free trial, so it doesn't cost anything to sample.
If that doesn't work, let us know... we'll keep trying.